+542.0%
MS vs IYR
+87.3%
+454.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +5.1% | +0.6% | +4.5% | +4.6% |
| 30D | +5.7% | +6.6% | -0.9% | +0.3% |
| 3M | -12.2% | -1.8% | -10.3% | -10.8% |
| 6M | -0.5% | +1.4% | -1.9% | -2.3% |
| YTD | +9.8% | +10.5% | -0.7% | 0.0% |
| 1Y | +17.7% | +10.6% | +7.1% | +7.1% |
| 3Y | +176.8% | +41.8% | +135.0% | +101.8% |
| 5Y | +123.7% | +6.0% | +117.7% | +107.8% |
| All | +542.0% | +87.3% | +454.6% | +324.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IYR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling